Xia, Yong; Sheu, Ruey-Lin; Sun, Xiaoling; Li, Duan - In: European Journal of Operational Research 218 (2012) 2, pp. 351-357
We present in this paper an improved estimation of duality gap between binary quadratic program and its Lagrangian dual. More specifically, we obtain this improved estimation using a weighted distance measure between the binary set and certain affine subspace. We show that the optimal weights...